+98.3%
USB vs CNH
+9.6%
+88.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.5% |
| 7D | +1.4% | +23.3% | -21.8% | -5.1% |
| 30D | -1.3% | +33.5% | -34.8% | -10.2% |
| 3M | +15.2% | +32.7% | -17.5% | +4.5% |
| 6M | +18.8% | +22.2% | -3.3% | +10.2% |
| YTD | +21.0% | +57.7% | -36.7% | +1.2% |
| 1Y | +34.0% | +28.0% | +6.0% | +21.1% |
| All | +98.3% | +9.6% | +88.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling